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Liquidity Pool Calculator

Project daily fees, annualized return, in-range time and impermanent loss for a concentrated-liquidity position on Uniswap V3, PancakeSwap V3 and other V3-style DEXs. All math runs locally in your browser.

Inputs

±10% (narrower = more fees, more re-ranging)

Projected results

Daily fees (your share)
$0
Annualized gross APR
0%
Before gas, IL and out-of-range time.
Expected in-range time
0%
Rough estimate from range width vs. drift.
Est. daily IL at drift
0%
Classic 2-asset impermanent-loss formula.
daily_fees ≈ volume × fee × (your_liquidity ÷ in-range_liquidity)

In V3, your capital is concentrated in your chosen range, so it earns like a bigger slice than its share of total TVL — but only while price is inside. We approximate that boost as TVL ÷ range_width for in-range liquidity, which matches Uniswap's own position-share derivation at the active tick.

Not a yield promise. This calculator is math on your inputs. Real returns depend on actual pool activity, when price moves outside your range, impermanent loss, gas, MEV, and (on QuantumPools) performance fees. Historical pool volume is not guaranteed to continue.

How concentrated-liquidity fees work

On Uniswap V2 (and PancakeSwap V2), your $X covers every possible price from 0 to infinity. Most of it sits far from the current price and earns nothing. Fees are shared pro-rata by TVL.

On Uniswap V3 and PancakeSwap V3, you pick a price range. Your $X is concentrated in that range, so it earns like a much bigger position would under V2 — the narrower your range, the more concentration (and the higher the fees per dollar) while price stays inside. If price exits, you earn zero until it comes back, and your position becomes 100% of the losing-side token.

The one-line formula

daily_fees ≈ daily_volume × fee_tier × (your_liquidity ÷ in-range_liquidity)

The V2 variant uses total TVL instead of in-range liquidity, which is why V2-only calculators (like LuxCalculator) underestimate V3 fees and ignore the out-of-range case.

Impermanent loss

IL = 2·√r / (1+r) − 1, where r = new_price ÷ start_price

Narrower ranges amplify IL once price exits them. QuantumPools' impermanent loss article walks through the full math with worked examples.

Beyond the calculator: automated range management

The chore most people hit with concentrated liquidity is re-ranging — moving your position back around the current price every time it drifts out. QuantumPools automates this with on-chain keepers: when price leaves your range, the vault performs a snuggle rebalance (a swap-free re-centering using whichever token you now hold) so you spend more time earning and less time stuck out of range.

The vault contracts are audited by Hashlock (summary and reproducibility test linked below) and governed by a 48-hour timelock owned by a 2-of-2 Safe multisig. Every pool addition and keeper change runs through the timelock with on-chain delay.

About QuantumPools. Custodial concentrated-liquidity vault layer on BNB, Base, Robinhood Chain and (soon) Ethereum/Arbitrum. Source and audit at github.com/Kittrian/QuantumPools. Live app at app.quantumpools.io.